IASG CTA Index For February 1999

Monthly Rankings

Rank CTA/Program Feb 1999 Min Inv Inception
60 Kinkopf Capital Management
KCM S&P (Proprietary)
-14.93 100k 1/1/1999
59 Red Oak Commodity Advisors
Investment Program
-12.94 5,000k 12/1/1989
58 Crabel Capital Management
Crabel Multi-Product
-6.80 1,000k 3/1/1998
57 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.45 400k 1/1/1988
56 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.05 5,000k 10/1/1996
55 M.S. Capital Management
Global Diversified Program
-1.51 2,000k 11/1/1998
54 Northfield Trading
Diversified
-1.40 2,000k 7/1/1989
53 Saxon Investment Corporation
Aggressive Diversified Program
-1.37 2,000k 11/1/1993
52 Mondiale Asset Management
Mondiale Trading Program
-1.00 0k 9/1/1997
51 IKOS
The IKOS Hedge Fund
-0.63 10,000k 7/1/1998
50 Saxon Investment Corporation
Diversified Program
-0.29 3,000k 9/1/1988
49 C-View Limited
Currency Managed Account Program
-0.15 5,000k 10/1/1996
48 Transtrend B.V.
DTP – Standard Risk (EUR)
0.00 10,000k 2/1/1999
47 Range Wise
Investment Program
0.31 250k 2/1/1991
46 Witter & Lester, Inc.
Redstone
0.85 500k 9/1/1994
45 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.86 1,000k 9/1/1997
44 Superfund Group
Superfund Green Q-AG
0.98 2k 3/1/1996
43 Clarke Capital Management
Millennium
1.12 1,000k 1/1/1998
42 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.15 1,000k 1/1/1999
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.22 10,000k 1/1/1995
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.26 10,000k 1/1/1991
39 Hyman Beck and Company
Global Portfolio
1.67 1,000k 3/1/1991
38 Quality Capital Management
Global Diversified Programme
1.79 10,000k 12/1/1995
37 Tactical Investment Management
Tactical Institutional Commodity Program
1.84 10,000k 4/1/1993
36 Chesapeake Capital
Diversified (LV)
1.90 100k 2/1/1988
35 FORT LP
Fort Global Diversified
2.85 2,000k 10/1/1993
34 Warrington Asset Management
Warrington Strategic Program
3.04 50k 1/1/1997
33 Estlander & Partners
Global XL
3.12 5,000k 8/1/1991
32 Millburn Corporation
Diversified Program
3.22 20,000k 2/1/1977
31 Eclipse Capital Management
Global Monetary
3.27 5,000k 8/1/1990
30 Ansbacher Investment Management
Market Neutral Put Skew Program
3.27 250k 1/1/1996
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.34 0k 11/1/1996
28 Clarke Capital Management
Global Basic
3.55 50k 2/1/1996
27 Winton Capital Management
Diversified
3.61 50,000k 10/1/1997
26 Rabar Market Research
Diversified Program
3.70 2,000k 1/1/1989
25 Alee Capital Management, LLC
Poniente Program
3.86 2,500k 1/1/1999
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.90 100k 11/1/1984
23 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.33 3,000k 10/1/1992
22 Estlander & Partners
Alpha Trend
4.42 30,000k 10/1/1991
21 Eckhardt Trading Company
Evolution Strategies
5.12 20,000k 8/1/1991
20 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.14 1/1/1989
19 RAM Management Group
RAM MRTP 1X-Conservative
5.49 1,000k 9/1/1993
18 MERIT Alternative Investments GmbH
Futures Portfolio
5.67 2,000k 6/1/1998
17 Drury Capital
Diversified Trend-Following Program
6.05 5,000k 5/1/1997
16 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.37 2,000k 7/1/1992
15 Eckhardt Trading Company
Evolution Strategies 1.2X
6.42 10,000k 10/1/1991
14 Clarke Capital Management
Worldwide
6.84 250k 1/1/1996
13 Hawksbill Capital Management
Global Diversified
7.25 5,000k 11/1/1988
12 Clarke Capital Management
Global Magnum
7.45 100k 8/1/1997
11 Alee Capital Management, LLC
Mistral Program
7.65 2,500k 1/1/1999
10 Dreiss Research Corporation
Diversified Program
7.66 1,000k 5/1/1991
9 DUNN Capital Management
DUNN Combined Fund (DCF)
8.67 100k 5/1/1989
8 LJM Partners
LJM Aggressive Strategy
10.38 500k 7/1/1998
7 KMJ Investments
KMJ Investments
13.32 1,000k 8/1/1994
6 Abraham Trading Company
Diversified Program
13.35 10,000k 1/1/1988
5 RAM Management Group
MRTP Aggressive
15.10 1,000k 2/1/1998
4 DUNN Capital Management
D'Best Futures Fund, L.P.
16.01 100k 6/1/1994
3 Mark J. Walsh Company
Standard Program
16.10 2,000k 9/1/1985
2 EMC Capital Advisors, LLC
Classic
17.30 5,000k 1/1/1985
1 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
18.32 1,000k 3/1/1998

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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